where \(\mathrm {var}(\hat{G}(k,\tau _{b},N_{b}))\)  is the empirical
variance associated with the sample mean replacing the expectation
value. An estimate of the associated error on \(\hat{\lambda }(k,\tau _{b},N_{b})\) 
can be computed by taking a Taylor expansion of the estimator [1]}, [2]}
\(\mathsf {\mathfrak {\textrm {err}}}[\hat{\lambda }(k,\tau _{b},N_{b})]=\frac{\mathsf {\mathfrak {\textrm {err}}}[\hat{G}(k,\tau _{b},N_{b})]}{\hat{G}(k,\tau _{b},N_{b})}.\) 
